The complete CBOE volatility complex: VIX9D, VIX (30-day), VIX3M, VXMT (6-month), VVIX (vol of vol). Live contango/backwardation detection, regime classification (complacent / normal / elevated / high / panic), 30-day sparkline, and expected ±σ moves for the next 6 HIGH-impact events. Pro feature — 7-day free trial, no credit card.
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Visual bars showing VIX9D (9-day), VIX (30-day), VIX3M (3-month), VXMT (6-month). Heights scale to relative IV. Color flips based on contango (green) vs backwardation (red).
Auto-classified: Complacent (<13), Normal (13–18), Elevated (18–25), High (25–35), Panic (35+). Color-coded with matching VIX spot color.
SVG line chart of VIX last 30 trading days. Low/avg/high stats below. See regime shifts at a glance.
For the next 6 HIGH-impact events: ±σ in SPX points and percent. Computed from SPX × VIX/100 × √(days/365). Plan straddles, size stops, assess pre-event risk.
The VIX index represents the market's 30-day forward expected volatility, implied from S&P 500 options. CBOE publishes multiple VIX-style indices at different time horizons: VIX9D (9-day), VIX (30-day, the famous one), VIX3M (3-month), VXMT (6-month). Plotting all four together gives you the volatility term structure — a snapshot of how the options market prices uncertainty across time.
When the curve is upward sloping (short-end < long-end), the market is in contango: calm, vol sellers comfortable, no immediate stress priced in. When the curve inverts (short-end > long-end), the market is in backwardation: near-term stress, hedging demand spikes, often precedes or accompanies sharp sell-offs.
We map the VIX spot to a 5-tier regime classification used by professional options desks:
VVIX measures the volatility of VIX itself — how nervous options traders are about VIX moves. Above 110 signals elevated tail-risk hedging (VIX call buying, S&P put protection); below 85 signals compressed conditions. We classify VVIX into the same 5 tiers as VIX and display both side-by-side. Divergences (e.g., VIX low but VVIX high) often precede regime changes.
For every HIGH-impact event in the next 7 days (CPI, NFP, FOMC, ECB), we compute the 1-standard-deviation expected SPX move from now until the event using the Black-Scholes formula: ±σ = SPX × VIX/100 × √(days/365). Result is shown in both points (±83 SPX pts) and percent (±1.10%). This is the move the options market is currently pricing — straddles trade at roughly this level. Use it to size stops, decide whether to enter pre-event, and assess whether vol is rich or cheap vs the realized historical move.
CBOE indices via Yahoo Finance free chart API. Refresh rate 60 seconds; Live mode 5 seconds.
It's included in Trading News Terminal Pro (€40/month) with a 7-day free trial — no credit card required to start. The Basic free-forever tier shows only the VIX spot value, not the term structure or expected moves.
Heuristic based on VIX spot levels with the breakpoints noted above (13, 18, 25, 35). Calibrated against 30 years of VIX data — these are the levels professional vol traders use.
Currently SPX only. Adding per-ticker IV30 (NVDA, TSLA, AAPL) is on the roadmap.
Contango = upward curve (calm); Backwardation = inverted curve (stress). The bottom of the chart labels which one is active in real time, plus the 9D–30D and 3M–30D spreads in vol points.